Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 575 000 | 300 000 | 51 750 CHF | 30 000 CHF | 99,39% | 99,39% |
14/08/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 572 078 | 299 510 | 51 468 CHF | 29 941 CHF | 98,88% | 98,88% |
13/08/2024 | 10,12% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 542 566 | 377 908 | 50 880 CHF | 39 729 CHF | 98,83% | 98,83% |
12/08/2024 | 9,54% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 499 063 | 496 181 | 49 844 CHF | 54 523 CHF | 98,79% | 98,79% |
09/08/2024 | 9,52% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 497 623 | 497 623 | 49 761 CHF | 54 737 CHF | 98,81% | 98,81% |
08/08/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 498 064 | 498 064 | 49 806 CHF | 54 787 CHF | 96,92% | 96,92% |
07/08/2024 | 9,58% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 511 001 | 489 666 | 50 749 CHF | 53 653 CHF | 98,66% | 98,66% |
06/08/2024 | 17,26% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 954 722 | 484 907 | 50 555 CHF | 30 539 CHF | 98,84% | 98,84% |
02/08/2024 | 16,91% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 938 010 | 479 337 | 50 797 CHF | 30 760 CHF | 99,38% | 99,38% |
30/07/2024 | 18,57% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 995 183 | 446 012 | 48 692 CHF | 26 454 CHF | 99,37% | 99,37% |